forked from saniales/golang-crypto-trading-bot
-
Notifications
You must be signed in to change notification settings - Fork 0
/
poloniex.go
302 lines (258 loc) · 9.56 KB
/
poloniex.go
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
// Copyright © 2017 Alessandro Sanino <saninoale@gmail.com>
//
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
package exchanges
import (
"errors"
"fmt"
"strings"
"github.com/shopspring/decimal"
"github.com/pharrisee/poloniex-api"
"github.com/saniales/golang-crypto-trading-bot/environment"
)
// PoloniexWrapper provides a Generic wrapper of the Poloniex API.
type PoloniexWrapper struct {
api *poloniex.Poloniex // access to Poloniex API
bindedTickers map[string]bool // if true, i am subscribing to market ticker.
summaries *SummaryCache
candles *CandlesCache
depositAddresses map[string]string
websocketOn bool
}
// NewPoloniexWrapper creates a generic wrapper of the poloniex API.
func NewPoloniexWrapper(publicKey string, secretKey string, depositAddresses map[string]string) ExchangeWrapper {
return &PoloniexWrapper{
api: poloniex.NewWithCredentials(publicKey, secretKey),
bindedTickers: make(map[string]bool),
summaries: NewSummaryCache(),
candles: NewCandlesCache(),
depositAddresses: depositAddresses,
websocketOn: false,
}
}
// Name returns the name of the wrapped exchange.
func (wrapper *PoloniexWrapper) Name() string {
return "poloniex"
}
func (wrapper *PoloniexWrapper) String() string {
return wrapper.Name()
}
// GetMarkets gets all the markets info.
func (wrapper *PoloniexWrapper) GetMarkets() ([]*environment.Market, error) {
poloniexMarkets, err := wrapper.api.Currencies()
if err != nil {
return nil, err
}
wrappedMarkets := make([]*environment.Market, 0, len(poloniexMarkets))
for _, market := range poloniexMarkets {
if market.Disabled == 1 {
name := strings.SplitN(market.Name, "/", 2)
wrappedMarkets = append(wrappedMarkets, &environment.Market{
Name: market.Name,
BaseCurrency: name[1],
MarketCurrency: name[0],
})
}
}
return wrappedMarkets, nil
}
// GetCandles gets the candle data from the exchange.
func (wrapper *PoloniexWrapper) GetCandles(market *environment.Market) ([]environment.CandleStick, error) {
if !wrapper.websocketOn {
poloniesCandles, err := wrapper.api.ChartData(MarketNameFor(market, wrapper))
if err != nil {
return nil, err
}
ret := make([]environment.CandleStick, len(poloniesCandles))
for i, poloniexCandle := range poloniesCandles {
ret[i] = environment.CandleStick{
High: decimal.NewFromFloat(poloniexCandle.High),
Open: decimal.NewFromFloat(poloniexCandle.Open),
Close: decimal.NewFromFloat(poloniexCandle.Close),
Low: decimal.NewFromFloat(poloniexCandle.Low),
Volume: decimal.NewFromFloat(poloniexCandle.Volume),
}
}
wrapper.candles.Set(market, ret)
}
ret, candleLoaded := wrapper.candles.Get(market)
if !candleLoaded {
return nil, errors.New("No candle data yet")
}
return ret, nil
}
// GetOrderBook gets the order(ASK + BID) book of a market.
func (wrapper *PoloniexWrapper) GetOrderBook(market *environment.Market) (*environment.OrderBook, error) {
poloniexOrderBook, err := wrapper.api.OrderBook(MarketNameFor(market, wrapper))
if err != nil {
return nil, err
}
var orderBook environment.OrderBook
for _, order := range poloniexOrderBook.Bids {
orderBook.Bids = append(orderBook.Bids, environment.Order{
Quantity: decimal.NewFromFloat(order.Amount),
Value: decimal.NewFromFloat(order.Rate),
})
}
for _, order := range poloniexOrderBook.Asks {
orderBook.Asks = append(orderBook.Asks, environment.Order{
Quantity: decimal.NewFromFloat(order.Amount),
Value: decimal.NewFromFloat(order.Rate),
})
}
return &orderBook, nil
}
// BuyLimit performs a limit buy action.
func (wrapper *PoloniexWrapper) BuyLimit(market *environment.Market, amount float64, limit float64) (string, error) {
orderNumber, err := wrapper.api.Buy(MarketNameFor(market, wrapper), amount, limit)
return fmt.Sprint(orderNumber.OrderNumber), err
}
// SellLimit performs a limit sell action.
func (wrapper *PoloniexWrapper) SellLimit(market *environment.Market, amount float64, limit float64) (string, error) {
orderNumber, err := wrapper.api.Sell(MarketNameFor(market, wrapper), amount, limit)
return fmt.Sprint(orderNumber.OrderNumber), err
}
// BuyMarket performs a market buy action.
func (wrapper *PoloniexWrapper) BuyMarket(market *environment.Market, amount float64) (string, error) {
panic("Not supported on poloniex")
}
// SellMarket performs a market sell action.
func (wrapper *PoloniexWrapper) SellMarket(market *environment.Market, amount float64) (string, error) {
panic("Not supported on poloniex")
}
// GetTicker gets the updated ticker for a market.
func (wrapper *PoloniexWrapper) GetTicker(market *environment.Market) (*environment.Ticker, error) {
poloniexTicker, err := wrapper.api.Ticker()
if err != nil {
return nil, err
}
ticker, exists := poloniexTicker[MarketNameFor(market, wrapper)]
if !exists {
return nil, errors.New("Market not found")
}
return &environment.Ticker{
Last: decimal.NewFromFloat(ticker.Last),
Bid: decimal.NewFromFloat(ticker.Bid),
Ask: decimal.NewFromFloat(ticker.Ask),
}, nil
}
// GetMarketSummary gets the current market summary.
func (wrapper *PoloniexWrapper) GetMarketSummary(market *environment.Market) (*environment.MarketSummary, error) {
if !wrapper.websocketOn {
poloniexSummaries, err := wrapper.api.Ticker()
if err != nil {
return nil, err
}
for pair, poloniexSummary := range poloniexSummaries {
if pair == MarketNameFor(market, wrapper) {
wrapper.summaries.Set(market, &environment.MarketSummary{
Ask: decimal.NewFromFloat(poloniexSummary.Ask),
Bid: decimal.NewFromFloat(poloniexSummary.Bid),
Last: decimal.NewFromFloat(poloniexSummary.Last),
Volume: decimal.NewFromFloat(poloniexSummary.BaseVolume),
})
break
}
}
}
ret, exists := wrapper.summaries.Get(market)
if !exists {
return nil, errors.New("Market not found")
}
return ret, nil
}
// GetBalance gets the balance of the user of the specified currency.
func (wrapper *PoloniexWrapper) GetBalance(symbol string) (*decimal.Decimal, error) {
poloniexBalances, err := wrapper.api.Balances()
if err != nil {
return nil, err
}
for asset, poloniexBalance := range poloniexBalances {
if asset == symbol {
ret := decimal.NewFromFloat(poloniexBalance.Available)
return &ret, nil
}
}
return nil, errors.New("Symbol not found")
}
// GetDepositAddress gets the deposit address for the specified coin on the exchange.
func (wrapper *PoloniexWrapper) GetDepositAddress(coinTicker string) (string, bool) {
addr, exists := wrapper.depositAddresses[coinTicker]
return addr, exists
}
// CalculateTradingFees calculates the trading fees for an order on a specified market.
//
// NOTE: In Binance fees are currently hardcoded.
func (wrapper *PoloniexWrapper) CalculateTradingFees(market *environment.Market, amount float64, limit float64, orderType TradeType) float64 {
// NOTE: possibility to use wrapper FeesInfo function.
var feePercentage float64
if orderType == MakerTrade {
feePercentage = 0.0010
} else if orderType == TakerTrade {
feePercentage = 0.0020
} else {
panic("Unknown trade type")
}
return amount * limit * feePercentage
}
// CalculateWithdrawFees calculates the withdrawal fees on a specified market.
func (wrapper *PoloniexWrapper) CalculateWithdrawFees(market *environment.Market, amount float64) float64 {
panic("Not Implemented")
}
// FeedConnect connects to the feed of the poloniex websocket.
func (wrapper *PoloniexWrapper) FeedConnect(markets []*environment.Market) error {
wrapper.api.StartWS()
wrapper.websocketOn = true
for _, m := range markets {
wrapper.subscribeMarketSummaryFeed(m)
}
return nil
}
// SubscribeMarketSummaryFeed subscribes to the Market Summary Feed service.
func (wrapper *PoloniexWrapper) subscribeMarketSummaryFeed(market *environment.Market) {
if wrapper.websocketOn {
subTicker := fmt.Sprintf("ticker:%s", MarketNameFor(market, wrapper))
if len(wrapper.bindedTickers) == 0 {
wrapper.api.Subscribe("ticker")
wrapper.api.On("ticker", func(t poloniex.WSTicker) {
for bindedTicker := range wrapper.bindedTickers {
if bindedTicker == t.Pair {
wrapper.api.Emit(subTicker, t)
}
}
})
}
if _, exists := wrapper.bindedTickers[MarketNameFor(market, wrapper)]; !exists {
wrapper.bindedTickers[MarketNameFor(market, wrapper)] = true
wrapper.api.On(subTicker, func(t poloniex.WSTicker) {
wrapper.summaries.Set(market, &environment.MarketSummary{
High: decimal.NewFromFloat(t.DailyHigh),
Low: decimal.NewFromFloat(t.DailyLow),
Last: decimal.NewFromFloat(t.Last),
Ask: decimal.NewFromFloat(t.Ask),
Bid: decimal.NewFromFloat(t.Bid),
Volume: decimal.NewFromFloat(t.BaseVolume),
})
})
}
}
}
// Withdraw performs a withdraw operation from the exchange to a destination address.
func (wrapper *PoloniexWrapper) Withdraw(destinationAddress string, coinTicker string, amount float64) error {
_, err := wrapper.api.Withdraw(coinTicker, amount, destinationAddress)
if err != nil {
return err
}
return nil
}